E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	3,785.25	3,795.50	10.25	0.3%	3,726.25
High	3,796.00	3,797.75	1.75	0.0%	3,791.50
Low	3,777.50	3,773.00	-4.50	-0.1%	3,700.25
Close	3,793.50	3,791.50	-2.00	-0.1%	3,790.75
Range	18.50	24.75	6.25	33.8%	91.25
ATR	34.85	34.13	-0.72	-2.1%	0.00
Volume	9,431	23,941	14,510	153.9%	10,186

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,861.75	3,851.25	3,805.00
R3	3,837.00	3,826.50	3,798.25
R2	3,812.25	3,812.25	3,796.00
R1	3,801.75	3,801.75	3,793.75	3,794.50
PP	3,787.50	3,787.50	3,787.50	3,783.75
S1	3,777.00	3,777.00	3,789.25	3,770.00
S2	3,762.75	3,762.75	3,787.00
S3	3,738.00	3,752.25	3,784.75
S4	3,713.25	3,727.50	3,778.00

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,034.50	4,004.00	3,841.00
R3	3,943.25	3,912.75	3,815.75
R2	3,852.00	3,852.00	3,807.50
R1	3,821.50	3,821.50	3,799.00	3,836.75
PP	3,760.75	3,760.75	3,760.75	3,768.50
S1	3,730.25	3,730.25	3,782.50	3,745.50
S2	3,669.50	3,669.50	3,774.00
S3	3,578.25	3,639.00	3,765.75
S4	3,487.00	3,547.75	3,740.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,797.75	3,726.75	71.00	1.9%	27.25	0.7%	91%	True	False	8,744
10	3,797.75	3,700.25	97.50	2.6%	27.50	0.7%	94%	True	False	4,945
20	3,797.75	3,532.75	265.00	7.0%	33.00	0.9%	98%	True	False	3,170
40	3,797.75	3,404.00	393.75	10.4%	38.50	1.0%	98%	True	False	1,621
60	3,797.75	3,404.00	393.75	10.4%	44.50	1.2%	98%	True	False	1,098
80	3,797.75	3,404.00	393.75	10.4%	39.00	1.0%	98%	True	False	825
100	3,797.75	3,404.00	393.75	10.4%	33.00	0.9%	98%	True	False	661
120	3,797.75	3,404.00	393.75	10.4%	28.25	0.7%	98%	True	False	552

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,903.00
2.618	3,862.50
1.618	3,837.75
1.000	3,822.50
0.618	3,813.00
HIGH	3,797.75
0.618	3,788.25
0.500	3,785.50
0.382	3,782.50
LOW	3,773.00
0.618	3,757.75
1.000	3,748.25
1.618	3,733.00
2.618	3,708.25
4.250	3,667.75

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	3,789.50	3,789.50
PP	3,787.50	3,787.50
S1	3,785.50	3,785.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols